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Switching Regimes Models for financial time series: an empirical study for trading rules
Almeida, N.; Pereira, Pedro L. Valls - Insper Instituto de Ensino e Pesquisa - 2000
Persistent link: https://www.econbiz.de/10005069996
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Evaluating an Alternative Risk Preference in Affine Term Structure Models
Duarte, Jefferson. - Insper Instituto de Ensino e Pesquisa - 2003
Persistent link: https://www.econbiz.de/10005069998
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Duality and Derivative Pricing with Lévy Processes
Fajardo, J.; Mordeckiz, E. - Insper Instituto de Ensino e Pesquisa - 2004
Persistent link: https://www.econbiz.de/10005069999
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Analyzing the Use of Generalized Hyperbolic Distributions to Value at Risk Calculations
Fajardo, J.; Farias, A. R.; Ornelas, J. R. H. - Insper Instituto de Ensino e Pesquisa - 2003
Persistent link: https://www.econbiz.de/10005070001
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Generalized Hyperbolic Distributions and Brazilian Data
Fajardo, J.; Farias, A. - Insper Instituto de Ensino e Pesquisa - 2003
Persistent link: https://www.econbiz.de/10005070002
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A Guerra entre Comprados e Vendidos no Mercado de Opções de Compra da Bolsa de Valores de São Paulo
Sanvicente, A. Z. - Insper Instituto de Ensino e Pesquisa - 2002
Persistent link: https://www.econbiz.de/10005070003
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Equivalent Martingale Measures and Lévy Processes
Fajardo, J. - Insper Instituto de Ensino e Pesquisa - 2004
Persistent link: https://www.econbiz.de/10005070004
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Concentração Bancária Brasileira: Uma Análise Microeconômica
Fajardo, J.; Fonseca, M. - Insper Instituto de Ensino e Pesquisa - 2004
Persistent link: https://www.econbiz.de/10005070005
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A Escolha da Estrutura de Capital sob Fraca Garantia Legal: o caso do Brasil
Brito, Ricardo D.; Lima, Mônica R. - Insper Instituto de Ensino e Pesquisa - 2004
Persistent link: https://www.econbiz.de/10005070006
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Appropriability and the Patenting Process: An Exploratory Analysis of Pharmaceuticals
Barros, Henrique M. - Insper Instituto de Ensino e Pesquisa - 2008
Persistent link: https://www.econbiz.de/10005029789